How can I render a sequence created in the video sequence editor?
Change your screen layout to be able to see the properties.
2 choices :
-From the layout menu, choose Default

-From the frame menu, choose properties


From there, choose the render tab and you'll get the render and animation buttons.
You'd better check the hilighted parameters in dimensions before rendering. (resolution, frame range, frame rate)

and also output (path/name, file type (images/video/codec...))